+579.1%
GKOS vs SPY
+304.1%
+275.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +1.4% | -0.6% | +1.9% | +2.6% |
| 30D | +42.5% | -3.7% | +46.2% | +49.6% |
| 3M | +30.2% | -2.7% | +32.9% | +35.0% |
| 6M | +76.9% | +2.2% | +74.7% | +71.6% |
| YTD | +109.2% | +10.8% | +98.4% | +84.3% |
| 1Y | +167.3% | +11.2% | +156.1% | +134.5% |
| 3Y | +290.1% | +76.5% | +213.7% | +99.8% |
| 5Y | +365.9% | +72.9% | +292.9% | +145.4% |
| 10Y | +579.1% | +304.8% | +274.3% | +9.2% |
| All | +579.1% | +304.1% | +275.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling